While Reynosa is closer to Retama Village, generally Nuevo Progreso is the preferred Mexican city to visit.  Depending on your needs you can find low cost drugs, alcohol, general shopping, low cost manicures, and low cost dentistry.

It is not smart to drive into Progreso.  Your car insurance will probably not cover your car in Mexico.  You can park at a lot just before the bridge for a few dollars and walk across the bridge into Progresso.  You will need some change for the toll turnstile going and coming across the bridge.

Be sure you have your passport before going into Mexico.  A drivers license is not adequate proof for returning to the United States.

Turn off your cell phones.  The roaming charges can be very expensive in Mexico and there is rampant cloning of cell phones

If you return to Texas with alcohol, there will be Texas  taxes and a service fee collected, in cash.  You can bring back up to a gallon (4 liters) of alcohol per month.